OverviewChartNewsTraderScreen

Soc. Generale Call 28 BATS 20.09..../  DE000SU5EUR6  /

EUWAX
05/08/2024  08:41:41 Chg.-0.037 Bid16:45:32 Ask16:45:32 Underlying Strike price Expiration date Option type
0.033EUR -52.86% 0.061
Bid Size: 150,000		 0.071
Ask Size: 150,000		 British American Tob... 28.00 GBP 20/09/2024 Call
 

Master data

WKN: SU5EUR
Issuer: Société Générale
Currency: EUR
Underlying: British American Tobacco PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 28.00 GBP
Maturity: 20/09/2024
Issue date: 07/12/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.80
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.20
Parity: -0.07
Time value: 0.12
Break-even: 34.06
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.46
Theta: -0.02
Omega: 12.39
Rho: 0.02
 

Quote data

Open: 0.033
High: 0.033
Low: 0.033
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.86%
1 Month  
+175.00%
3 Months  
+94.12%
YTD  
+17.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.087 0.070
1M High / 1M Low: 0.087 0.008
6M High / 6M Low: 0.087 0.006
High (YTD): 31/07/2024 0.087
Low (YTD): 11/06/2024 0.006
52W High: - -
52W Low: - -
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.021
Avg. volume 6M:   15.748
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   491.12%
Volatility 6M:   345.61%
Volatility 1Y:   -
Volatility 3Y:   -